INFY
Infosys Limited
Historical option data for INFY
11 Apr 2025 04:10 PM IST
| INFY 24APR2025 1600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.47
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1409.45 | 5.75 | 0.2 | 47.15 | 4,878 | 169 | 6,331 | |||
| 9 Apr | 1403.70 | 5.65 | -2.2 | 46.48 | 2,989 | 482 | 6,086 | |||
| 8 Apr | 1428.80 | 7.7 | -0.05 | 43.51 | 6,000 | -924 | 5,601 | |||
| 7 Apr | 1396.75 | 8.35 | 1.55 | 47.75 | 10,339 | -800 | 6,534 | |||
| 4 Apr | 1451.65 | 7.1 | -7.25 | 32.71 | 6,654 | 993 | 7,349 | |||
| 3 Apr | 1496.50 | 14.4 | -15.65 | 32.22 | 10,985 | 1,372 | 6,343 | |||
| 2 Apr | 1550.15 | 30.4 | 6.35 | 31.16 | 6,749 | 99 | 5,175 | |||
| 1 Apr | 1526.50 | 24.5 | -16.1 | 31.15 | 10,110 | 1,412 | 5,103 | |||
| 28 Mar | 1570.65 | 40.3 | -19.3 | 28.80 | 9,238 | 1,114 | 3,691 | |||
| 27 Mar | 1603.55 | 60.9 | 1.2 | 29.39 | 5,728 | 330 | 2,583 | |||
| 26 Mar | 1599.45 | 59 | -16.55 | 29.57 | 3,046 | 228 | 2,253 | |||
| 25 Mar | 1628.45 | 73.55 | 14.25 | 30.50 | 6,031 | -756 | 2,028 | |||
| 24 Mar | 1592.75 | 59.65 | 2.1 | 30.21 | 7,270 | 873 | 2,780 | |||
| 21 Mar | 1592.55 | 58 | -11.95 | 27.24 | 4,504 | 779 | 1,883 | |||
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| 20 Mar | 1615.55 | 68.05 | 10.95 | 27.91 | 3,077 | 331 | 1,102 | |||
| 19 Mar | 1586.55 | 57.6 | -8.7 | 27.76 | 1,511 | 208 | 768 | |||
| 18 Mar | 1609.35 | 65.65 | 7.95 | 25.95 | 985 | -147 | 562 | |||
| 17 Mar | 1590.05 | 58.05 | 3.15 | 26.79 | 1,281 | 150 | 709 | |||
| 13 Mar | 1579.85 | 54.8 | -6.45 | 26.26 | 701 | 206 | 560 | |||
| 12 Mar | 1590.85 | 60.55 | -49.45 | 25.82 | 1,001 | 330 | 352 | |||
| 11 Mar | 1661.60 | 110 | -189.8 | 25.28 | 23 | 21 | 21 | |||
| 10 Mar | 1701.45 | 299.8 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1686.00 | 299.8 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1715.85 | 299.8 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1711.50 | 299.8 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1688.30 | 299.8 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1708.60 | 299.8 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1687.70 | 299.8 | 0 | - | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1600 expiring on 24APR2025
Delta for 1600 CE is 0.10
Historical price for 1600 CE is as follows
On 11 Apr INFY was trading at 1409.45. The strike last trading price was 5.75, which was 0.2 higher than the previous day. The implied volatity was 47.15, the open interest changed by 169 which increased total open position to 6331
On 9 Apr INFY was trading at 1403.70. The strike last trading price was 5.65, which was -2.2 lower than the previous day. The implied volatity was 46.48, the open interest changed by 482 which increased total open position to 6086
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 7.7, which was -0.05 lower than the previous day. The implied volatity was 43.51, the open interest changed by -924 which decreased total open position to 5601
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 8.35, which was 1.55 higher than the previous day. The implied volatity was 47.75, the open interest changed by -800 which decreased total open position to 6534
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 7.1, which was -7.25 lower than the previous day. The implied volatity was 32.71, the open interest changed by 993 which increased total open position to 7349
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 14.4, which was -15.65 lower than the previous day. The implied volatity was 32.22, the open interest changed by 1372 which increased total open position to 6343
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 30.4, which was 6.35 higher than the previous day. The implied volatity was 31.16, the open interest changed by 99 which increased total open position to 5175
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 24.5, which was -16.1 lower than the previous day. The implied volatity was 31.15, the open interest changed by 1412 which increased total open position to 5103
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 40.3, which was -19.3 lower than the previous day. The implied volatity was 28.80, the open interest changed by 1114 which increased total open position to 3691
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 60.9, which was 1.2 higher than the previous day. The implied volatity was 29.39, the open interest changed by 330 which increased total open position to 2583
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 59, which was -16.55 lower than the previous day. The implied volatity was 29.57, the open interest changed by 228 which increased total open position to 2253
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 73.55, which was 14.25 higher than the previous day. The implied volatity was 30.50, the open interest changed by -756 which decreased total open position to 2028
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 59.65, which was 2.1 higher than the previous day. The implied volatity was 30.21, the open interest changed by 873 which increased total open position to 2780
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 58, which was -11.95 lower than the previous day. The implied volatity was 27.24, the open interest changed by 779 which increased total open position to 1883
On 20 Mar INFY was trading at 1615.55. The strike last trading price was 68.05, which was 10.95 higher than the previous day. The implied volatity was 27.91, the open interest changed by 331 which increased total open position to 1102
On 19 Mar INFY was trading at 1586.55. The strike last trading price was 57.6, which was -8.7 lower than the previous day. The implied volatity was 27.76, the open interest changed by 208 which increased total open position to 768
On 18 Mar INFY was trading at 1609.35. The strike last trading price was 65.65, which was 7.95 higher than the previous day. The implied volatity was 25.95, the open interest changed by -147 which decreased total open position to 562
On 17 Mar INFY was trading at 1590.05. The strike last trading price was 58.05, which was 3.15 higher than the previous day. The implied volatity was 26.79, the open interest changed by 150 which increased total open position to 709
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 54.8, which was -6.45 lower than the previous day. The implied volatity was 26.26, the open interest changed by 206 which increased total open position to 560
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 60.55, which was -49.45 lower than the previous day. The implied volatity was 25.82, the open interest changed by 330 which increased total open position to 352
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 110, which was -189.8 lower than the previous day. The implied volatity was 25.28, the open interest changed by 21 which increased total open position to 21
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 299.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 299.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 299.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 299.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 299.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 299.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 299.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INFY 24APR2025 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.60
Theta: -0.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1409.45 | 188 | -8.1 | 55.93 | 64 | -10 | 1,310 |
| 9 Apr | 1403.70 | 197.15 | 24.8 | 46.61 | 70 | -24 | 1,320 |
| 8 Apr | 1428.80 | 175.8 | -24.75 | 48.23 | 160 | -38 | 1,345 |
| 7 Apr | 1396.75 | 197.1 | 49.6 | 49.48 | 404 | -220 | 1,385 |
| 4 Apr | 1451.65 | 143.15 | 29.6 | 33.91 | 355 | -52 | 1,607 |
| 3 Apr | 1496.50 | 114.95 | 41.05 | 37.15 | 888 | -58 | 1,680 |
| 2 Apr | 1550.15 | 74.05 | -14.2 | 33.40 | 978 | -48 | 1,738 |
| 1 Apr | 1526.50 | 85.95 | 23.9 | 32.37 | 2,156 | -205 | 1,795 |
| 28 Mar | 1570.65 | 62.7 | 16.65 | 30.68 | 4,365 | -383 | 2,000 |
| 27 Mar | 1603.55 | 45.05 | -3.15 | 30.18 | 6,246 | 653 | 2,388 |
| 26 Mar | 1599.45 | 49.5 | 10.2 | 30.53 | 4,095 | 234 | 1,733 |
| 25 Mar | 1628.45 | 41.85 | -10.35 | 30.86 | 2,461 | 30 | 1,496 |
| 24 Mar | 1592.75 | 51 | 0 | 29.57 | 2,309 | 373 | 1,467 |
| 21 Mar | 1592.55 | 51.1 | 5.4 | 28.97 | 1,545 | 295 | 1,094 |
| 20 Mar | 1615.55 | 46.4 | -8.9 | 29.28 | 1,095 | 84 | 803 |
| 19 Mar | 1586.55 | 54 | 8.35 | 28.36 | 589 | 12 | 736 |
| 18 Mar | 1609.35 | 46.45 | -9.6 | 28.52 | 980 | 203 | 911 |
| 17 Mar | 1590.05 | 56.6 | -5 | 29.30 | 481 | 93 | 708 |
| 13 Mar | 1579.85 | 62.1 | 5.7 | 28.41 | 240 | 73 | 616 |
| 12 Mar | 1590.85 | 56.65 | 23.25 | 28.08 | 1,223 | 267 | 543 |
| 11 Mar | 1661.60 | 32.05 | 8.05 | 29.56 | 410 | -21 | 276 |
| 10 Mar | 1701.45 | 24 | -0.95 | 29.63 | 113 | 61 | 296 |
| 7 Mar | 1686.00 | 25 | 4.6 | 27.39 | 136 | 61 | 235 |
| 6 Mar | 1715.85 | 20.9 | 0.35 | 28.17 | 208 | 129 | 174 |
| 5 Mar | 1711.50 | 20.55 | -5.15 | 27.18 | 43 | 17 | 45 |
| 4 Mar | 1688.30 | 25.7 | 5.35 | 26.98 | 12 | 5 | 27 |
| 3 Mar | 1708.60 | 20 | 6.75 | 26.90 | 32 | 21 | 21 |
| 28 Feb | 1687.70 | 13.25 | 0 | 4.83 | 0 | 0 | 0 |
For Infosys Limited - strike price 1600 expiring on 24APR2025
Delta for 1600 PE is -0.86
Historical price for 1600 PE is as follows
On 11 Apr INFY was trading at 1409.45. The strike last trading price was 188, which was -8.1 lower than the previous day. The implied volatity was 55.93, the open interest changed by -10 which decreased total open position to 1310
On 9 Apr INFY was trading at 1403.70. The strike last trading price was 197.15, which was 24.8 higher than the previous day. The implied volatity was 46.61, the open interest changed by -24 which decreased total open position to 1320
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 175.8, which was -24.75 lower than the previous day. The implied volatity was 48.23, the open interest changed by -38 which decreased total open position to 1345
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 197.1, which was 49.6 higher than the previous day. The implied volatity was 49.48, the open interest changed by -220 which decreased total open position to 1385
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 143.15, which was 29.6 higher than the previous day. The implied volatity was 33.91, the open interest changed by -52 which decreased total open position to 1607
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 114.95, which was 41.05 higher than the previous day. The implied volatity was 37.15, the open interest changed by -58 which decreased total open position to 1680
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 74.05, which was -14.2 lower than the previous day. The implied volatity was 33.40, the open interest changed by -48 which decreased total open position to 1738
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 85.95, which was 23.9 higher than the previous day. The implied volatity was 32.37, the open interest changed by -205 which decreased total open position to 1795
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 62.7, which was 16.65 higher than the previous day. The implied volatity was 30.68, the open interest changed by -383 which decreased total open position to 2000
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 45.05, which was -3.15 lower than the previous day. The implied volatity was 30.18, the open interest changed by 653 which increased total open position to 2388
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 49.5, which was 10.2 higher than the previous day. The implied volatity was 30.53, the open interest changed by 234 which increased total open position to 1733
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 41.85, which was -10.35 lower than the previous day. The implied volatity was 30.86, the open interest changed by 30 which increased total open position to 1496
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 51, which was 0 lower than the previous day. The implied volatity was 29.57, the open interest changed by 373 which increased total open position to 1467
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 51.1, which was 5.4 higher than the previous day. The implied volatity was 28.97, the open interest changed by 295 which increased total open position to 1094
On 20 Mar INFY was trading at 1615.55. The strike last trading price was 46.4, which was -8.9 lower than the previous day. The implied volatity was 29.28, the open interest changed by 84 which increased total open position to 803
On 19 Mar INFY was trading at 1586.55. The strike last trading price was 54, which was 8.35 higher than the previous day. The implied volatity was 28.36, the open interest changed by 12 which increased total open position to 736
On 18 Mar INFY was trading at 1609.35. The strike last trading price was 46.45, which was -9.6 lower than the previous day. The implied volatity was 28.52, the open interest changed by 203 which increased total open position to 911
On 17 Mar INFY was trading at 1590.05. The strike last trading price was 56.6, which was -5 lower than the previous day. The implied volatity was 29.30, the open interest changed by 93 which increased total open position to 708
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 62.1, which was 5.7 higher than the previous day. The implied volatity was 28.41, the open interest changed by 73 which increased total open position to 616
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 56.65, which was 23.25 higher than the previous day. The implied volatity was 28.08, the open interest changed by 267 which increased total open position to 543
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 32.05, which was 8.05 higher than the previous day. The implied volatity was 29.56, the open interest changed by -21 which decreased total open position to 276
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 24, which was -0.95 lower than the previous day. The implied volatity was 29.63, the open interest changed by 61 which increased total open position to 296
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 25, which was 4.6 higher than the previous day. The implied volatity was 27.39, the open interest changed by 61 which increased total open position to 235
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 20.9, which was 0.35 higher than the previous day. The implied volatity was 28.17, the open interest changed by 129 which increased total open position to 174
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 20.55, which was -5.15 lower than the previous day. The implied volatity was 27.18, the open interest changed by 17 which increased total open position to 45
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 25.7, which was 5.35 higher than the previous day. The implied volatity was 26.98, the open interest changed by 5 which increased total open position to 27
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 20, which was 6.75 higher than the previous day. The implied volatity was 26.90, the open interest changed by 21 which increased total open position to 21
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 13.25, which was 0 lower than the previous day. The implied volatity was 4.83, the open interest changed by 0 which decreased total open position to 0
